Have you tried Code Academy? I found them pretty useful while I was learning python alongside the class I was taking.

"Comprehensive" is somewhat subjective, since I doubt almost any python user uses all of python functionality, and the amount of modules that can be added in is quite high. Their tutorials will get you a good basic understanding of python syntax, methods, strcuture, etc.

I know you requested an interactive tutorial but I would highly recommend the book Python - Scripting for ArcGIS which is published by ESRI. It starts with the basics and then leads into using Python and ArcPy so very desktop focused. I find I regularly check this book, especially when I need to fiddle around with geometries as I can never remember the syntax!